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Modelos estocásticos com heterocedasticidade: Uma abordagem Bayesiana para os retornos do Ibovespa
(2013-04-25)
Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative ...
Precious metals, a shiny hedge for investors?
(2016-02-19)
Recorrendo a duas abordagens diferentes, regressão e correlação, e cobrindo os últimos vinte anos de dados diários para sete países, esta tese investiga as propriedades "safe haven" e "hedge" dos metais preciosos, em ...
Modelos estocásticos com heterocedasticidade: Uma abordagem Bayesiana para os retornos do Ibovespa
(2013-04-25)
Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative ...
Oculoauriculovertebral spectrum: report of nine familial cases with evidence of autosomal dominant inheritance and review of the literature
(LIPPINCOTT WILLIAMS & WILKINS, 2009)
Oculoauriculovertebral spectrum (OAVS; OMIM 164210) is a complex condition characterized by defects of aural, oral, mandibular and vertebral development. The aetiology of this condition is likely to be heterogeneous; most ...
Modelos de volatilidade estatística
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2008-08-22)
In the financial market usually notices are taken of the shares
sequentially over the time in order to characterize them a time
series. However, the major interest is to forecast the behavior of these shares. Motivated by ...
Medición de la volatilidad en series de tiempo financieras : una evaluación a la tasa de cambio representativa del mercado (TRM) en Colombia.
(Universidad Católica de Colombia, 2009-01-01)
Existen diferentes métodos para la medición del agrupamiento de la volatilidad en las series financieras, en las cuales el supuesto sobre la distribución del error determina la estructura de la función de log verosimilitud. ...
Collateral Arteries of the Aortic Arch in Mongolian Gerbil (Meriones unguiculatus)
(Universidade Federal do Rio Grande do Sul, 2018)
On the inversion of the laplace transform for resolvent families in umd spacesARCHIV DER MATHEMATIKARCH MATH
(BIRKHAUSER VERLAG AG, 2017)